Pages that link to "Item:Q765839"
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The following pages link to Characterization of multivariate heavy-tailed distribution families via copula (Q765839):
Displaying 9 items.
- Extremes for multivariate expectiles (Q1756031) (← links)
- On \(1/f\) noise (Q1955060) (← links)
- Regular variation, conditions of domain of attraction and the existence of the tail dependence function in the general dependence case: a copula approach (Q2223151) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- PATHS AND INDICES OF MAXIMAL TAIL DEPENDENCE (Q4563753) (← links)
- Testing for Positive Quadrant Dependence (Q5055465) (← links)
- Multivariate risk models under heavy-tailed risks (Q6570582) (← links)
- Asymptotics for credit portfolio losses due to defaults in a multi-sector model (Q6573348) (← links)
- Testing the Multivariate Regular Variation Model (Q6617812) (← links)
